Wing Yan Lee

The Hang Seng University of Hong Kong - Department of Mathematics and Statistics

Hang Shin Link

Siu Lek Yuen

Shatin, Hong Kong

China

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A Fourier-Cosine Method for Finite-Time Ruin Probabilities

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 38 Posted: 30 Apr 2021
The Hang Seng University of Hong Kong - Department of Mathematics and Statistics, Southern University of Science and Technology, University of Waterloo - Department of Statistics and Actuarial ScienceGeorgia State University, Southern University of Science and Technology and The Chinese University of Hong Kong. Department of Statistics
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Abstract:

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